<SpreadOrBenchmarkCurveData> component block – FIX 5.0 – FIX Dictionary

FIX 5.0 : <SpreadOrBenchmarkCurveData> component block

The SpreadOrBenchmarkCurveData component block is primarily used for Fixed Income to convey spread to a benchmark security or curve.

Tag	Field Name	Req'd	Comments
218	Spread	N	For Fixed Income
220	BenchmarkCurveCurrency	N
221	BenchmarkCurveName	N
222	BenchmarkCurvePoint	N
662	BenchmarkPrice	N
663	BenchmarkPriceType	N	Must be present if BenchmarkPrice is used.
699	BenchmarkSecurityID	N	The identifier of the benchmark security, e.g. Treasury against Corporate bond.
761	BenchmarkSecurityIDSource	N	Source of BenchmarkSecurityID. If not specified, then ID Source is understood to be the same as that in the Instrument block.